Data Store  /  15-minute Crypto Order Books, 3 Months · Oct – Dec 2025

15-minute Crypto Order Books, 3 Months

BTC·ETH·SOL·XRPOrder books1-second tickFull depth

Three months of complete 15-minute Polymarket Up/Down order books (2025-10-11 to 2025-12-31) for every coin available in that window, with Binance 1-second klines and the PR&R 1-second price feed.

CoverageOct – Dec 2025
Granularity1-second full-depth snapshots
RecordsUp / Down per market
FormatZIP · Parquet
Download4.1 GB

What’s inside

Every row is one outcome token per second. Columns in each file:

FieldTypeDescription
timetimestampSnapshot time (UTC, 1-second cadence)
slugstrMarket cycle slug (e.g. btc-updown-5m-…)
outcomestr"Up" or "Down"
market_idstrPolymarket market (condition) id
asset_idstrCLOB token id for this outcome
bidslist<{price,size}>Full bid book, best first
askslist<{price,size}>Full ask book, best first
best_bidfloatTop-of-book bid
best_askfloatTop-of-book ask
mid_pricefloat(best_bid + best_ask) / 2
spreadfloatbest_ask − best_bid
n_bidsintBid level count
n_asksintAsk level count
top_bid_sizefloatSize at best bid
top_ask_sizefloatSize at best ask
sum_bid_sizefloatTotal size across bid levels
sum_ask_sizefloatTotal size across ask levels
micropricefloatSize-weighted mid price
ob_imbalancefloatBid/ask depth imbalance

Details

Three months of complete 15-minute Polymarket Up/Down order books (2025-10-11 to 2025-12-31) for every coin available in that window, with Binance 1-second klines and the PR&R 1-second price feed.

How to use this data

Related datasets

Explore